J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Quantity Price Market Value Premium Unrealized Gain/Loss Other WTI CALL OPTION USD PUT OPTION STRIKE 90.00 EXPIRES 12/1512010 100,000 BARRELS OTCBDC-GV.LX 10.000 30'54.87 307.548.72 400,000.00 (92.453.28) WTI CALL OPTION USD PUT OPTION STRIKE 100.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDC-GW-Y 10.000 38,492.82 18,460.24 384,928.16 450,000.00 (65,071.84) Val PUT OPTION USD CALL OPTION STRIKE 85.50 EXPIRES 12/15/2010 100,000 BARRELS OTCBDP-EX-K (10.000) (184,602.39) (400,000.00) 215,397.61 WTI PUT OPTION USD CALL OPTION STRIKE 63.00 EXPIRES 05/17/2011 100,000 BARRELS OTCBDP-EX-I. (10.000) 30,561.33 (305,613.34) (450,000.00) 144,386.66 1 RECEIVER SWAPTI0N CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 OTCBDC-GW-K (1.000) 1.00 (1,024,079.28) (545,000.00) (479,079.28) Account Page 13 of 44 Page 17 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12848 SDNY_GM_00282046 EFTA01490694